高频交易算法是利用计算机实现短期的量化投资策略,通常用于股票,期货和一些电子交易,需要设计一个适应性很强的交易算法。由算法的技术指标要求,本文以移动平均数、相对强弱指标等一系列函数为基础,并基于Matlab语言环境下选用相应函数,设计金融模型,再由所提供的数据通过最优化模型扫描得出最优参数,由此实现高频交易算法的设计与实际一般性的运用。 High-frequency trading algorithm is the use of computers to achieve short-term quantitative investment strategy, usually used for stocks, futures and some electronic transactions, the need to design a highly adaptive trading algorithm. Based on a series of functions such as moving average and relative strength index, the paper selects the corresponding function based on the Matlab language environment to design the financial model, and then the data provided is scanned by the optimized model Out of the optimal parameters, thus achieving the design of high-frequency trading algorithm and the actual general use.